A vector autoregression approach to the effects of monetary policy in South Africa

This dissertation applies vector autoregression approaches to assess the effects of the monetary policy in South Africa. First, the dissertation quantified declines in the consumption expenditure attributed to the combined house wealth and credit effects due to the contractionary monetary policy sho...

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Bibliographic Details
Main Author: Ndou, Eliphas
Format: Others
Language:en
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/10539/12862